So, I'm looking over the information about the Gateway/Portal system and the Shaw site lists "High-definition Interactive Program Guide" as one of the features, but I can't seem to find any detail on what that feature entails.

Off to the left there is a link "HD Guide", which seems like a logical place to look for the missing information, however, it does not list the Gateway/Portal in the supported equipment section.

A quick search of the community lead me to this post.

The DCX platform has been very disappointing so far (see the DCX3510-M thread for the ongoing saga) and I am considering switching to the Gateway system, but, other than some extra tuners, I can't tell what the real difference is. A key factor in choosing the DCX3510-M was the fact that the guide only displayed those channels you subscribed to. If this feature exists on the Gateway switching would be a no-brainer.

The Gateway does not automatically display just the channels you subscribe to but you can manually go in to 'Settings>Channel list' and remove the ones you don't want.

It would be nice if it did but knowing the issues with the 3510, I urge you to not let this small missing feature from dissuading you from switching. The Gateway at this stage is miles head of the 3510. (Only because it's been out longer and they worked out a lot of the worst bugs already.) Though it's still not perfect, I highly recommend the Gateway system over the 3510.